|
index_ret |
future_ret |
alpha_gain_from_index_future_hedge |
premium+_discount- |
premium_perleftday |
premium_yearly |
alpha_from_future_shorts |
future_last |
future_last_ytd |
future_cost |
index_price |
contract_deal_last_day |
deal_days_left_total |
hold_days |
| hedge_20251104_151354 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2510 |
-0.013444 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7436.772 |
20251017 |
0 |
474 |
| CFFEX.IM2511 |
-0.013444 |
-0.014214 |
0.00077 |
-0.009624 |
-0.000687 |
-0.166359 |
- |
7365.2 |
7471.4 |
- |
7436.772 |
20251121 |
14 |
474 |
| CFFEX.IM2512 |
-0.013444 |
-0.015274 |
0.00183 |
-0.020408 |
-0.0006 |
-0.145259 |
- |
7285.0 |
7398.0 |
- |
7436.772 |
20251219 |
34 |
474 |
| CFFEX.IM2601 |
-0.013444 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7436.772 |
20260116 |
53 |
474 |
| CFFEX.IM2603 |
-0.013444 |
-0.016433 |
0.002988 |
-0.048673 |
-0.000497 |
-0.120193 |
- |
7074.8 |
7193.0 |
- |
7436.772 |
20260320 |
98 |
474 |
| CFFEX.IM2606 |
-0.013444 |
-0.017543 |
0.004098 |
-0.07675 |
-0.000471 |
-0.113948 |
- |
6866.0 |
6988.6 |
- |
7436.772 |
20260619 |
163 |
474 |
| CFFEX.IC2510 |
-0.016568 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7212.097 |
20251017 |
0 |
474 |
| CFFEX.IC2511 |
-0.016568 |
-0.018457 |
0.001888 |
-0.007473 |
-0.000534 |
-0.129179 |
- |
7158.2 |
7292.8 |
- |
7212.097 |
20251121 |
14 |
474 |
| CFFEX.IC2512 |
-0.016568 |
-0.020029 |
0.003461 |
-0.016292 |
-0.000479 |
-0.115958 |
- |
7094.6 |
7239.6 |
- |
7212.097 |
20251219 |
34 |
474 |
| CFFEX.IC2601 |
-0.016568 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
7212.097 |
20260116 |
53 |
474 |
| CFFEX.IC2603 |
-0.016568 |
-0.021323 |
0.004755 |
-0.039059 |
-0.000399 |
-0.096452 |
- |
6930.4 |
7081.4 |
- |
7212.097 |
20260320 |
98 |
474 |
| CFFEX.IC2606 |
-0.016568 |
-0.021851 |
0.005282 |
-0.063989 |
-0.000393 |
-0.095003 |
- |
6750.6 |
6901.4 |
- |
7212.097 |
20260619 |
163 |
474 |
| CFFEX.IF2510 |
-0.007467 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4618.657 |
20251017 |
0 |
474 |
| CFFEX.IF2511 |
-0.007467 |
-0.008954 |
0.001487 |
-0.003044 |
-0.000217 |
-0.05261 |
- |
4604.6 |
4646.2 |
- |
4618.657 |
20251121 |
14 |
474 |
| CFFEX.IF2512 |
-0.007467 |
-0.009882 |
0.002415 |
-0.006421 |
-0.000189 |
-0.045703 |
- |
4589.0 |
4634.8 |
- |
4618.657 |
20251219 |
34 |
474 |
| CFFEX.IF2601 |
-0.007467 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4618.657 |
20260116 |
53 |
474 |
| CFFEX.IF2603 |
-0.007467 |
-0.010672 |
0.003206 |
-0.012527 |
-0.000128 |
-0.030934 |
- |
4560.8 |
4610.0 |
- |
4618.657 |
20260320 |
98 |
474 |
| CFFEX.IF2606 |
-0.007467 |
-0.01093 |
0.003463 |
-0.020365 |
-0.000125 |
-0.030235 |
- |
4524.6 |
4574.6 |
- |
4618.657 |
20260619 |
163 |
474 |
| CFFEX.IH2510 |
-0.001274 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3012.508 |
20251017 |
0 |
474 |
| CFFEX.IH2511 |
-0.001274 |
-0.002585 |
0.001311 |
-0.000899 |
-0.000064 |
-0.015538 |
- |
3009.8 |
3017.6 |
- |
3012.508 |
20251121 |
14 |
474 |
| CFFEX.IH2512 |
-0.001274 |
-0.002785 |
0.001511 |
-0.00143 |
-0.000042 |
-0.010179 |
- |
3008.2 |
3016.6 |
- |
3012.508 |
20251219 |
34 |
474 |
| CFFEX.IH2601 |
-0.001274 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3012.508 |
20260116 |
53 |
474 |
| CFFEX.IH2603 |
-0.001274 |
-0.003579 |
0.002305 |
-0.001762 |
-0.000018 |
-0.004351 |
- |
3007.2 |
3018.0 |
- |
3012.508 |
20260320 |
98 |
474 |
| CFFEX.IH2606 |
-0.001274 |
-0.00438 |
0.003106 |
-0.003886 |
-0.000024 |
-0.00577 |
- |
3000.8 |
3014.0 |
- |
3012.508 |
20260619 |
163 |
474 |